The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market

Yuenan Wang () and Amalia Di Iorio

Review of Quantitative Finance and Accounting, 2007, vol. 29, issue 2, 203 pages

Keywords: Chinese stock market; Market integration; GARCH model; G12; G15 (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s11156-007-0026-y

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